Handbook Stat
Handbook Stat
Handbook Stat
Vo Duc Hoang Vu
20/10/2014
xi −µ xi −x̄
• Standardized variable of population: zi = σ ; of sample: zi = s
Q1 +Q3
• Midhinge: = 2
Pn
i=1 (xi − x̄)(yi − ȳ)
• Sample correlation coefficient: r = pPn pPn
2 2
i=1 (xi − x̄) i=1 (yi − ȳ)
2 Probability (Chapter 5)
P (A) 1 − P (A)
• Odds for A: ; Odds against A:
1 − P (A) P (A)
• General Law of Addition: P (A ∪ B) = P (A) + P (B) − P (A ∩ B)
P (A ∩ B)
• Conditional probability: P (A|B) =
P (B)
• Independence property: P (A ∩ B) = P (A)P (B)
P (A|B)P (B)
• Bayes’ Theorem: P (B|A) =
P (A|B)P (B) + P (A|B 0 )P (B 0 )
n!
• Permutation: nP r =
(n − r)!
n!
• Combination: nCr =
r!(n − r)!
3 Discrete Probability Distributions (Chapter 6)
1
• Uniform PDF: P (X = x) = x = a, a + 1, . . . , b
b−a+1
n!
• Binomial PDF: P (X = x) = π x (1 − π)n−x x = 0, 1, 2, . . . , n
x!(n − x)!
λx e−λ
• Poisson PDF: P (X = x) = x = 0, 1, 2, . . .
x!
1 −0.5
• Normal distribution: f (x) = √ e σ
σ 2π
1 2
• Standard normal distribution: f (z) = √ e−0.5z
2π
1
• Exponential Distribution PDF: f (x) = λe−λx ; standard deviation = .
λ
• Exponential Distribution CDF: P (X ≤ x) = 1 − e−lambdax
p
• Normal Approximation to Binomial: µ = nπ; σ = nπ(1 − π) for nπ ≥ 10 and n(1 − π) ≥ 10
√
• Normal Approximation to Poisson: µ = λ; σ = λ for λ ≥ 10